+2,327.9%
NDAQ vs MOS
+189.2%
+2,138.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | -2.4% | +9.5% | -12.0% | -4.5% |
| 30D | +2.5% | +10.4% | -8.0% | 0.0% |
| 3M | +9.9% | +12.9% | -3.0% | +6.2% |
| 6M | +9.4% | +1.2% | +8.2% | +7.2% |
| YTD | +0.4% | +9.3% | -8.9% | -3.9% |
| 1Y | +4.0% | -18.0% | +22.0% | +5.8% |
| 3Y | +94.4% | -29.0% | +123.4% | +99.0% |
| 5Y | +56.7% | -9.6% | +66.3% | +43.5% |
| 10Y | +375.3% | +6.1% | +369.2% | +266.3% |
| All | +2,327.9% | +189.2% | +2,138.7% | +1,403.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling